Consolidated Returns as of 30 June 2024
Holding the Bill Schultheis Coffeehouse To EUR Bond Hedged Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~55 years), the longest period with a negative return lasted 108 months (from March 2000 to February 2009).
This means that every rolling period of 109 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Bill Schultheis Coffeehouse To EUR Bond Hedged Portfolio: ETF allocation and returns page.
Previous vs subsequent Returns
Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?
In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.
Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area
Loading data
Please wait
Loading data
Please wait
The annualized return of the last 10 years has been 6.68% (updated at Jun 30, 2024).
Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.32% |
+59.91%
Jul 1982 - Jun 1983 |
-21.25%
Mar 2008 - Feb 2009 |
20.68%
133 out of 643 |
Euro Inflation Adjusted | +6.38% |
+55.83%
Jul 1982 - Jun 1983 |
-23.47%
Oct 1973 - Sep 1974 |
25.66%
165 out of 643 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.22% |
+34.28%
Oct 1981 - Sep 1983 |
-15.65%
Mar 2007 - Feb 2009 |
13.95%
88 out of 631 |
Euro Inflation Adjusted | +7.04% |
+29.79%
Feb 1982 - Jan 1984 |
-20.41%
Jan 1973 - Dec 1974 |
19.02%
120 out of 631 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.14% |
+31.60%
Mar 1982 - Feb 1985 |
-9.75%
Mar 2006 - Feb 2009 |
10.02%
62 out of 619 |
Euro Inflation Adjusted | +6.57% |
+28.30%
Jul 1982 - Jun 1985 |
-13.38%
Jan 1972 - Dec 1974 |
18.09%
112 out of 619 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.25% |
+26.44%
Jun 1982 - May 1986 |
-3.66%
Mar 2005 - Feb 2009 |
4.45%
27 out of 607 |
Euro Inflation Adjusted | +6.86% |
+23.80%
Jun 1982 - May 1986 |
-9.41%
Jan 1971 - Dec 1974 |
14.17%
86 out of 607 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.79% |
+26.80%
Apr 1980 - Mar 1985 |
-2.04%
Apr 2004 - Mar 2009 |
0.84%
5 out of 595 |
Euro Inflation Adjusted | +6.44% |
+21.81%
Apr 1980 - Mar 1985 |
-6.98%
Jan 1970 - Dec 1974 |
8.40%
50 out of 595 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.55% |
+24.80%
Apr 1980 - Mar 1986 |
+1.08%
Mar 2003 - Feb 2009 |
0.00%
0 out of 583 |
Euro Inflation Adjusted | +6.26% |
+20.67%
Apr 1980 - Mar 1986 |
-1.93%
Jan 1970 - Dec 1975 |
4.29%
25 out of 583 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.84% |
+21.87%
Apr 1980 - Mar 1987 |
-1.93%
Apr 2002 - Mar 2009 |
1.05%
6 out of 571 |
Euro Inflation Adjusted | +6.79% |
+18.44%
Apr 1980 - Mar 1987 |
-3.92%
Apr 2002 - Mar 2009 |
3.68%
21 out of 571 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.08% |
+19.88%
Nov 1978 - Oct 1986 |
-0.78%
Mar 2001 - Feb 2009 |
0.89%
5 out of 559 |
Euro Inflation Adjusted | +7.13% |
+15.85%
Nov 1978 - Oct 1986 |
-2.86%
Mar 2001 - Feb 2009 |
3.94%
22 out of 559 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.00% |
+19.44%
Jan 1975 - Dec 1983 |
-0.21%
Apr 2000 - Mar 2009 |
0.37%
2 out of 547 |
Euro Inflation Adjusted | +6.96% |
+14.97%
Apr 1980 - Mar 1989 |
-2.30%
Apr 2000 - Mar 2009 |
2.74%
15 out of 547 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.26% |
+19.28%
Jan 1975 - Dec 1984 |
+1.74%
Apr 1999 - Mar 2009 |
0.00%
0 out of 535 |
Euro Inflation Adjusted | +6.96% |
+14.50%
Jan 1975 - Dec 1984 |
-0.37%
Apr 1999 - Mar 2009 |
0.75%
4 out of 535 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.53% |
+18.61%
Jan 1975 - Dec 1985 |
+1.57%
Apr 1998 - Mar 2009 |
0.00%
0 out of 523 |
Euro Inflation Adjusted | +7.19% |
+14.11%
Jan 1975 - Dec 1985 |
-0.43%
Apr 1998 - Mar 2009 |
0.38%
2 out of 523 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.02% |
+17.71%
Sep 1974 - Aug 1986 |
+3.44%
Mar 1997 - Feb 2009 |
0.00%
0 out of 511 |
Euro Inflation Adjusted | +7.39% |
+13.63%
Jan 1975 - Dec 1986 |
+1.50%
Mar 1997 - Feb 2009 |
0.00%
0 out of 511 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.16% |
+17.38%
Oct 1974 - Sep 1987 |
+4.18%
Sep 2000 - Aug 2013 |
0.00%
0 out of 499 |
Euro Inflation Adjusted | +7.31% |
+13.49%
Oct 1974 - Sep 1987 |
+2.08%
Sep 2000 - Aug 2013 |
0.00%
0 out of 499 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.05% |
+16.04%
Oct 1974 - Sep 1988 |
+4.68%
Oct 1997 - Sep 2011 |
0.00%
0 out of 487 |
Euro Inflation Adjusted | +7.26% |
+12.35%
Oct 1974 - Sep 1988 |
+2.64%
Oct 1997 - Sep 2011 |
0.00%
0 out of 487 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.78% |
+16.15%
Oct 1974 - Sep 1989 |
+4.83%
Mar 1994 - Feb 2009 |
0.00%
0 out of 475 |
Euro Inflation Adjusted | +7.20% |
+12.49%
Oct 1974 - Sep 1989 |
+2.79%
Mar 1994 - Feb 2009 |
0.00%
0 out of 475 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.50% |
+14.78%
Feb 1978 - Jan 1994 |
+5.36%
Apr 2002 - Mar 2018 |
0.00%
0 out of 463 |
Euro Inflation Adjusted | +6.86% |
+11.97%
Apr 1982 - Mar 1998 |
+3.42%
Apr 1993 - Mar 2009 |
0.00%
0 out of 463 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.31% |
+14.89%
Aug 1980 - Jul 1997 |
+5.30%
Jan 2002 - Dec 2018 |
0.00%
0 out of 451 |
Euro Inflation Adjusted | +6.62% |
+11.80%
Aug 1980 - Jul 1997 |
+3.35%
Nov 2006 - Oct 2023 |
0.00%
0 out of 451 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.00% |
+15.53%
Apr 1980 - Mar 1998 |
+4.93%
Apr 2002 - Mar 2020 |
0.00%
0 out of 439 |
Euro Inflation Adjusted | +6.43% |
+12.45%
Apr 1980 - Mar 1998 |
+3.30%
Apr 2002 - Mar 2020 |
0.00%
0 out of 439 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.06% |
+15.14%
Jan 1975 - Dec 1993 |
+5.13%
Apr 2001 - Mar 2020 |
0.00%
0 out of 427 |
Euro Inflation Adjusted | +6.46% |
+11.70%
Apr 1980 - Mar 1999 |
+3.45%
Apr 2001 - Mar 2020 |
0.00%
0 out of 427 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.01% |
+14.97%
Apr 1980 - Mar 2000 |
+5.04%
Apr 2000 - Mar 2020 |
0.00%
0 out of 415 |
Euro Inflation Adjusted | +6.57% |
+12.04%
Apr 1980 - Mar 2000 |
+3.33%
Apr 2000 - Mar 2020 |
0.00%
0 out of 415 |
Loading data
Please wait
Loading data
Please wait
To obtain comprehensive information, please consult the Bill Schultheis Coffeehouse To EUR Bond Hedged Portfolio: ETF allocation and returns page.